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    Hey guys, while doing some research on stochastic processes I have same round a couple of problems:
    1. U=min{X,Y}, V=max{X,Y}, X,Y are independent EXP(lambda) and EXP(mu) r.v's (respectively). What is E(V-U).
    2. b N_t is Poison(15) process. What is P(N_8=10|N_9=6); what is P(N_9=6|N_8=10);

    For the first problem I have came up with the flowing idea: V-U=|X-Y|. Then P(|X-Y|<x)=P(X-Y<x|X>Y)+P(Y-X<x|Y>X). How can I calculate these probabilities ie P(Y>X)? Than I could calculate the density function and integrate to obtain E(V-U). Or is my approach wrong?
    As for the second problem, since Poison process is increasing than these probabilities are equal to 0. Am I right?
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